+438.8%
GS vs ETN
+541.6%
-102.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.3% |
| 7D | +5.9% | +3.6% | +2.3% | +3.7% |
| 30D | +4.3% | -13.4% | +17.7% | +12.1% |
| 3M | -11.7% | -21.9% | +10.2% | +0.2% |
| 6M | -3.2% | -12.8% | +9.6% | +1.3% |
| YTD | +5.8% | +12.1% | -6.3% | -6.8% |
| 1Y | +16.0% | +0.8% | +15.2% | +9.0% |
| 3Y | +199.8% | +64.5% | +135.3% | +92.5% |
| 5Y | +155.5% | +121.7% | +33.8% | +28.6% |
| All | +438.8% | +541.6% | -102.8% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ETN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling